Anic Equity¶

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Total return since start: 0.611 %¶

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Equity now: -----------------------------> 49217.29 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43287.1 Kr¶

PnL: ---------------------------------------> -1588.48 Kr¶

DD now: ---------------------------------> -7.348 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 14:49:55.228640'

Anic Portfolio¶

Today¶

Return: -0.004 %¶

This Week¶

Return: -3.023 %¶

Total portfolio value¶

Return including deposits: 61.125 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.390000 1510.740000 87.740000 6.170000 1423.000014
JM 7 3.010000 959.000000 9.000000 0.950000 950.000002
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
Hennes & Mauritz B 6 0.440000 921.000000 9.000000 0.990000 912.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Atrium Ljungberg B 5 -1.000000 894.500000 -9.500000 -1.050000 904.000000
ASSA ABLOY B 4 -0.550000 983.400000 -9.600000 -0.970000 993.000000
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
BioGaia B 8 -1.330000 888.800000 -15.200000 -1.680000 904.000000
OX2 12 0.130000 892.200000 -16.800000 -1.850000 909.000000
INVISIO 15 -0.420000 3555.000000 -17.000000 -0.480000 3571.999995
Biotage 1 -0.900000 131.800000 -17.200000 -11.540000 149.000000
Alimak Group 12 -0.120000 981.600000 -25.400000 -2.520000 1007.000004
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
Bufab 3 -1.020000 1047.600000 -28.400000 -2.640000 1076.000001
Investor B 3 -0.260000 627.150000 -30.850000 -4.690000 657.999999
Sandvik 4 -0.880000 814.800000 -33.200000 -3.920000 848.000000
Vitrolife 3 -2.280000 643.200000 -33.800000 -4.990000 677.000001
AcadeMedia 20 -2.280000 944.000000 -34.000000 -3.480000 978.000000
Latour B 4 -0.960000 821.600000 -34.400000 -4.020000 856.000000
Vitec Software Group B 2 -0.930000 1066.000000 -38.000000 -3.440000 1104.000000
Hexatronic Group 15 -0.920000 1031.700000 -39.300000 -3.670000 1071.000000
Hoist Finance 36 -1.100000 970.200000 -40.800000 -4.040000 1010.999988
EQT 4 0.430000 831.200000 -41.800000 -4.790000 873.000000
Gränges 10 -2.160000 997.000000 -42.000000 -4.040000 1039.000000
SKF B 5 -0.710000 937.750000 -42.250000 -4.310000 980.000000
Byggmax Group 33 -1.130000 924.000000 -43.000000 -4.450000 966.999990
Platzer Fastigheter Holding B 12 -0.260000 907.200000 -43.800000 -4.610000 951.000000
Sagax B 4 -1.820000 840.000000 -45.000000 -5.080000 885.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Addnode Group B 7 -1.600000 858.900000 -46.100000 -5.090000 904.999998
Catena 2 -1.000000 755.200000 -50.800000 -6.300000 806.000000
HEXPOL B 8 0.360000 890.400000 -66.600000 -6.960000 957.000000
Orrön Energy 170 -0.950000 1956.700000 -89.300000 -4.360000 2045.999980
Hexagon B 26 -1.480000 3289.000000 -131.000000 -3.830000 3420.000012
VEF 788 -0.980000 1750.940000 -152.060000 -7.990000 1903.000300
Sedana Medical 93 1.090000 2589.120000 -394.460000 -13.220000 2983.577733
TOTAL 43287.100000 -1588.480000 -7.34758% 44875.578016

Updated:¶

'2023-06-22 14:50:12.117456'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶